+526.5%
JCI vs CDW
+903.1%
-376.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +3.8% | +3.2% | +0.7% | +2.6% |
| 30D | -5.7% | +9.3% | -15.0% | -9.2% |
| 3M | -1.4% | +9.8% | -11.2% | -6.2% |
| 6M | +4.1% | +23.3% | -19.2% | -7.7% |
| YTD | +21.7% | +13.7% | +8.1% | +11.1% |
| 1Y | +36.1% | -6.5% | +42.6% | +34.3% |
| 3Y | +154.4% | -25.2% | +179.7% | +171.3% |
| 5Y | +112.0% | -19.5% | +131.5% | +114.9% |
| 10Y | +322.2% | +285.8% | +36.4% | +153.1% |
| All | +526.5% | +903.1% | -376.6% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling